1. Change the rules when they don't fit what you want the world to be like.
2. Don't stress about balance. Throw too much danger (monsters, traps, big untracked wilderness) at the players, just leave them some room to run if they can't handle it.
3. Let them hire help, but don't give them anyone more powerful or flashy than they are. They gotta do it themselves.
4. Don't tolerate behavior you don't like. In-party fighting, etc. you can just shut it down.
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